Firstly, copy the code required from Customer Experience >> Customer Site >> View Embed Instructions.
You'll need to ensure your Squarepace plan covers Complete Customization with CSS and JavaScript.
Now see https://support.squarespace.com/hc/en-us/articles/206543167 which includes a step by step guide on how to install the widget, as well as a video guide.
Please also ensure Ajax loading is disabled on this page. Having it enabled can mean you are required to refresh the page before you can see the widget.
The breakpoint at which the widget will switch to the mobile version is 940px.